Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /
The first rigorous guide to cover the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions...
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Singapore :
Wiley,
[2014]
|
| Σειρά: | Wiley finance series.
|
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
